The autocorrelation structure for the GARCH-M process (Q806915)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4205829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The autocorrelation structure for the GARCH-M process |
scientific article; zbMATH DE number 4205829 |
Statements
The autocorrelation structure for the GARCH-M process (English)
0 references
1991
0 references
